+175.8%
KDP vs FLEX
+1,059.7%
-883.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.6% |
| 7D | +2.1% | +7.0% | -4.9% | +1.4% |
| 30D | +8.5% | -5.8% | +14.3% | +8.9% |
| 3M | +6.6% | -24.2% | +30.8% | +8.8% |
| 6M | +17.1% | +90.8% | -73.7% | +5.5% |
| YTD | +19.0% | +89.2% | -70.1% | +7.0% |
| 1Y | +21.8% | +104.7% | -82.9% | +7.8% |
| 3Y | +6.4% | +478.1% | -471.6% | -22.0% |
| 5Y | +5.1% | +726.2% | -721.0% | -29.0% |
| 10Y | +175.8% | +1,060.6% | -884.8% | +37.7% |
| All | +175.8% | +1,059.7% | -883.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling